Journal of forecasting文章索引

期刊名：Journal of forecasting

缩写：

ISSN：0277-6693

e-ISSN：1099-131X

IF/分区：2.7/Q1

共收录本刊相关文章索引1333条

Estimating and forecasting the long-memory parameter in the presence of periodicity [0.03%]

C. Bisognin; S. R. C. Lopes C. Bisognin; S. R. C. Lopes

Journal of forecasting. 2007;26(6):405-427. DOI:10.1002/for.1030 2007

Forecasting domestic liquidity during a crisis: what works best? [0.03%]

Winston R. Moore Winston R. Moore

Journal of forecasting. 2007;26(6):445-455. DOI:10.1002/for.1033 2007

Covariance estimation for multivariate conditionally Gaussian dynamic linear models [0.03%]

K. Triantafyllopoulos K. Triantafyllopoulos

Journal of forecasting. 2007;26(8):551-569. DOI:10.1002/for.1039 2007

Linking series generated at different frequencies [0.03%]

Namwon Hyung; Clive W.J. Granger Namwon Hyung; Clive W.J. Granger

Journal of forecasting. 2008;27(2):95-108. DOI:10.1002/for.1042 2008

Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model [0.03%]

Michael Mcaleer; Bernardo da Veiga Michael Mcaleer; Bernardo da Veiga

Journal of forecasting. 2008;27(1):1-19. DOI:10.1002/for.1049 2008

Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets [0.03%]

Hiroshi Shiraishi; Masanobu Taniguchi Hiroshi Shiraishi; Masanobu Taniguchi

Journal of forecasting. 2008;27(3):193-215. DOI:10.1002/for.1053 2008

Single-index and portfolio models for forecasting value-at-risk thresholds [0.03%]

Michael McAleer; Bernardo da Veiga Michael McAleer; Bernardo da Veiga

Journal of forecasting. 2008;27(3):217-235. DOI:10.1002/for.1054 2008

A linear benchmark for forecasting GDP growth and inflation? [0.03%]

Massimiliano Marcellino Massimiliano Marcellino

Journal of forecasting. 2008;27(4):305-340. DOI:10.1002/for.1059 2008

Testing for Granger (non-)causality in a time-varying coefficient VAR model [0.03%]

Dimitris K. Christopoulos; Miguel A. León-Ledesma Dimitris K. Christopoulos; Miguel A. León-Ledesma

Journal of forecasting. 2008;27(4):293-303. DOI:10.1002/for.1060 2008

Improving moving average trading rules with boosting and statistical learning methods [0.03%]

Julián Andrada-Félix; Fernando Fernández-Rodríguez Julián Andrada-Félix; Fernando Fernández-Rodríguez

Journal of forecasting. 2008;27(5):433-449. DOI:10.1002/for.1068 2008